Dataset statistics
| Number of variables | 16 |
|---|---|
| Number of observations | 200 |
| Missing cells | 30 |
| Missing cells (%) | 0.9% |
| Duplicate rows | 0 |
| Duplicate rows (%) | 0.0% |
| Total size in memory | 25.1 KiB |
| Average record size in memory | 128.6 B |
Variable types
| NUM | 15 |
|---|---|
| DATE | 1 |
turnover_vol_5d_min is highly correlated with VSTD_6d_min | High correlation |
VSTD_6d_min is highly correlated with turnover_vol_5d_min | High correlation |
NCFP_min is highly correlated with n_cashflow_act | High correlation |
n_cashflow_act is highly correlated with NCFP_min | High correlation |
turnover_vol_20d_max has 2 (1.0%) missing values | Missing |
VSTD_6d_min has 2 (1.0%) missing values | Missing |
current_ratio has 2 (1.0%) missing values | Missing |
TO_20d_min has 2 (1.0%) missing values | Missing |
turnover_vol_100d_min has 2 (1.0%) missing values | Missing |
assets_turn has 2 (1.0%) missing values | Missing |
VSTD_6d_max has 2 (1.0%) missing values | Missing |
PPReversal_20_min has 2 (1.0%) missing values | Missing |
n_cashflow_act has 2 (1.0%) missing values | Missing |
turnover_vol_5d_min has 2 (1.0%) missing values | Missing |
DAVOL5_min has 2 (1.0%) missing values | Missing |
opincome_of_ebt has 2 (1.0%) missing values | Missing |
NCFP_min has 2 (1.0%) missing values | Missing |
TO_100d_min has 2 (1.0%) missing values | Missing |
BP_LF_min has 2 (1.0%) missing values | Missing |
date has unique values | Unique |
Reproduction
| Analysis started | 2020-12-18 14:46:25.968574 |
|---|---|
| Analysis finished | 2020-12-18 14:46:59.560434 |
| Duration | 33.59 seconds |
| Software version | pandas-profiling v2.9.0 |
| Download configuration | config.yaml |
| Distinct | 200 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Memory size | 1.6 KiB |
| Minimum | 2013-10-06 00:00:00 |
|---|---|
| Maximum | 2017-07-30 00:00:00 |
Histogram with fixed size bins (bins=50)
| Distinct | 196 |
|---|---|
| Distinct (%) | 99.0% |
| Missing | 2 |
| Missing (%) | 1.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -0.01803920759 |
|---|---|
| Minimum | -0.8594448417 |
| Maximum | 1.852643462 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 1.6 KiB |
Quantile statistics
| Minimum | -0.8594448417 |
|---|---|
| 5-th percentile | -0.8064563011 |
| Q1 | -0.582507573 |
| median | -0.2450360153 |
| Q3 | 0.3940311046 |
| 95-th percentile | 1.579765267 |
| Maximum | 1.852643462 |
| Range | 2.712088303 |
| Interquartile range (IQR) | 0.9765386776 |
Descriptive statistics
| Standard deviation | 0.718708139 |
|---|---|
| Coefficient of variation (CV) | -39.84144732 |
| Kurtosis | 0.2029796373 |
| Mean | -0.01803920759 |
| Median Absolute Deviation (MAD) | 0.3931783933 |
| Skewness | 1.060608737 |
| Sum | -3.571763104 |
| Variance | 0.5165413891 |
| Monotocity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) | |
| 0.6118902675 | 2 | 1.0% | |
| 0.637745668 | 2 | 1.0% | |
| 1.169671109 | 1 | 0.5% | |
| 1.709856263 | 1 | 0.5% | |
| -0.1778444977 | 1 | 0.5% | |
| -0.1142773907 | 1 | 0.5% | |
| -0.333673911 | 1 | 0.5% | |
| 1.527725141 | 1 | 0.5% | |
| -0.7432158588 | 1 | 0.5% | |
| -0.006617469762 | 1 | 0.5% | |
| Other values (186) | 186 | 93.0% | |
| (Missing) | 2 | 1.0% |
| Value | Count | Frequency (%) | |
| -0.8594448417 | 1 | 0.5% | |
| -0.8578906364 | 1 | 0.5% | |
| -0.8536691644 | 1 | 0.5% | |
| -0.8470368802 | 1 | 0.5% | |
| -0.8363207152 | 1 | 0.5% |
| Value | Count | Frequency (%) | |
| 1.852643462 | 1 | 0.5% | |
| 1.833069537 | 1 | 0.5% | |
| 1.746644834 | 1 | 0.5% | |
| 1.730668328 | 1 | 0.5% | |
| 1.709856263 | 1 | 0.5% |
| Distinct | 185 |
|---|---|
| Distinct (%) | 93.4% |
| Missing | 2 |
| Missing (%) | 1.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.2929415445 |
|---|---|
| Minimum | -0.8088934028 |
| Maximum | 2.987844599 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 1.6 KiB |
Quantile statistics
| Minimum | -0.8088934028 |
|---|---|
| 5-th percentile | -0.7203368437 |
| Q1 | -0.53117216 |
| median | -0.1316028595 |
| Q3 | 0.7376263328 |
| 95-th percentile | 2.987844599 |
| Maximum | 2.987844599 |
| Range | 3.796738001 |
| Interquartile range (IQR) | 1.268798493 |
Descriptive statistics
| Standard deviation | 1.122080207 |
|---|---|
| Coefficient of variation (CV) | 3.830389468 |
| Kurtosis | 0.4921920124 |
| Mean | 0.2929415445 |
| Median Absolute Deviation (MAD) | 0.4736604724 |
| Skewness | 1.282401738 |
| Sum | 58.00242581 |
| Variance | 1.259063991 |
| Monotocity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) | |
| 2.987844599 | 14 | 7.0% | |
| 0.3632110362 | 1 | 0.5% | |
| 0.1961613435 | 1 | 0.5% | |
| 0.3038212284 | 1 | 0.5% | |
| 0.1465517045 | 1 | 0.5% | |
| -0.7620055173 | 1 | 0.5% | |
| 1.578106262 | 1 | 0.5% | |
| 0.7168921047 | 1 | 0.5% | |
| -0.6624176704 | 1 | 0.5% | |
| -0.6511803019 | 1 | 0.5% | |
| Other values (175) | 175 | 87.5% | |
| (Missing) | 2 | 1.0% |
| Value | Count | Frequency (%) | |
| -0.8088934028 | 1 | 0.5% | |
| -0.7904374788 | 1 | 0.5% | |
| -0.7839875857 | 1 | 0.5% | |
| -0.7640253128 | 1 | 0.5% | |
| -0.7620376565 | 1 | 0.5% |
| Value | Count | Frequency (%) | |
| 2.987844599 | 14 | 7.0% | |
| 2.908161472 | 1 | 0.5% | |
| 2.774111626 | 1 | 0.5% | |
| 2.674904406 | 1 | 0.5% | |
| 2.455531089 | 1 | 0.5% |
| Distinct | 25 |
|---|---|
| Distinct (%) | 12.6% |
| Missing | 2 |
| Missing (%) | 1.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -0.5642259945 |
|---|---|
| Minimum | -0.7565471019 |
| Maximum | -0.3586473603 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 1.6 KiB |
Quantile statistics
| Minimum | -0.7565471019 |
|---|---|
| 5-th percentile | -0.7032478063 |
| Q1 | -0.6612233617 |
| median | -0.5419149384 |
| Q3 | -0.4945605642 |
| 95-th percentile | -0.3586473603 |
| Maximum | -0.3586473603 |
| Range | 0.3978997416 |
| Interquartile range (IQR) | 0.1666627975 |
Descriptive statistics
| Standard deviation | 0.09844040508 |
|---|---|
| Coefficient of variation (CV) | -0.1744698153 |
| Kurtosis | -0.6818555016 |
| Mean | -0.5642259945 |
| Median Absolute Deviation (MAD) | 0.06539413579 |
| Skewness | 0.07981543875 |
| Sum | -111.7167469 |
| Variance | 0.009690513353 |
| Monotocity | Not monotonic |
Histogram with fixed size bins (bins=25)
| Value | Count | Frequency (%) | |
| -0.7032478063 | 13 | 6.5% | |
| -0.6636833292 | 13 | 6.5% | |
| -0.5144453014 | 13 | 6.5% | |
| -0.5132153176 | 13 | 6.5% | |
| -0.6925879472 | 13 | 6.5% | |
| -0.6612233617 | 13 | 6.5% | |
| -0.5525747975 | 12 | 6.0% | |
| -0.5419149384 | 12 | 6.0% | |
| -0.5257201524 | 12 | 6.0% | |
| -0.3586473603 | 12 | 6.0% | |
| Other values (15) | 72 | 36.0% |
| Value | Count | Frequency (%) | |
| -0.7565471019 | 4 | 2.0% | |
| -0.7032478063 | 13 | 6.5% | |
| -0.6925879472 | 13 | 6.5% | |
| -0.6636833292 | 13 | 6.5% | |
| -0.6612233617 | 13 | 6.5% |
| Value | Count | Frequency (%) | |
| -0.3586473603 | 12 | 6.0% | |
| -0.380541071 | 1 | 0.5% | |
| -0.4412612686 | 1 | 0.5% | |
| -0.4681159137 | 1 | 0.5% | |
| -0.4681159137 | 12 | 6.0% |
| Distinct | 196 |
|---|---|
| Distinct (%) | 99.0% |
| Missing | 2 |
| Missing (%) | 1.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.2836789397 |
|---|---|
| Minimum | -0.8630996896 |
| Maximum | 2.603854558 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 1.6 KiB |
Quantile statistics
| Minimum | -0.8630996896 |
|---|---|
| 5-th percentile | -0.800821967 |
| Q1 | -0.6130921575 |
| median | -0.02417623686 |
| Q3 | 0.8719919972 |
| 95-th percentile | 2.193930371 |
| Maximum | 2.603854558 |
| Range | 3.466954248 |
| Interquartile range (IQR) | 1.485084155 |
Descriptive statistics
| Standard deviation | 0.9820311789 |
|---|---|
| Coefficient of variation (CV) | 3.461769774 |
| Kurtosis | -0.6213726183 |
| Mean | 0.2836789397 |
| Median Absolute Deviation (MAD) | 0.6494842912 |
| Skewness | 0.7346964737 |
| Sum | 56.16843006 |
| Variance | 0.9643852363 |
| Monotocity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) | |
| 2.37876906 | 2 | 1.0% | |
| 1.931851076 | 2 | 1.0% | |
| 0.5021148356 | 1 | 0.5% | |
| -0.530082773 | 1 | 0.5% | |
| 0.3643460327 | 1 | 0.5% | |
| 1.289413533 | 1 | 0.5% | |
| 1.560844698 | 1 | 0.5% | |
| 0.8741244798 | 1 | 0.5% | |
| 1.299732838 | 1 | 0.5% | |
| -0.08008115885 | 1 | 0.5% | |
| Other values (186) | 186 | 93.0% | |
| (Missing) | 2 | 1.0% |
| Value | Count | Frequency (%) | |
| -0.8630996896 | 1 | 0.5% | |
| -0.8590127931 | 1 | 0.5% | |
| -0.8426434915 | 1 | 0.5% | |
| -0.8300483801 | 1 | 0.5% | |
| -0.8232535346 | 1 | 0.5% |
| Value | Count | Frequency (%) | |
| 2.603854558 | 1 | 0.5% | |
| 2.537480493 | 1 | 0.5% | |
| 2.448515575 | 1 | 0.5% | |
| 2.439792374 | 1 | 0.5% | |
| 2.37876906 | 2 | 1.0% |
| Distinct | 196 |
|---|---|
| Distinct (%) | 99.0% |
| Missing | 2 |
| Missing (%) | 1.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -0.130299846 |
|---|---|
| Minimum | -0.8433017694 |
| Maximum | 0.7948672307 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 1.6 KiB |
Quantile statistics
| Minimum | -0.8433017694 |
|---|---|
| 5-th percentile | -0.8219696378 |
| Q1 | -0.6930164015 |
| median | -0.2170703782 |
| Q3 | 0.4727252469 |
| 95-th percentile | 0.6641441608 |
| Maximum | 0.7948672307 |
| Range | 1.638169 |
| Interquartile range (IQR) | 1.165741648 |
Descriptive statistics
| Standard deviation | 0.5533446086 |
|---|---|
| Coefficient of variation (CV) | -4.246701939 |
| Kurtosis | -1.499819705 |
| Mean | -0.130299846 |
| Median Absolute Deviation (MAD) | 0.5360287943 |
| Skewness | 0.2046058442 |
| Sum | -25.79936951 |
| Variance | 0.3061902559 |
| Monotocity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) | |
| 0.2776990596 | 2 | 1.0% | |
| 0.4359485025 | 2 | 1.0% | |
| -0.448762895 | 1 | 0.5% | |
| -0.3767492856 | 1 | 0.5% | |
| -0.02676910956 | 1 | 0.5% | |
| 0.5644524402 | 1 | 0.5% | |
| 0.1970728652 | 1 | 0.5% | |
| 0.01435335738 | 1 | 0.5% | |
| -0.7878536704 | 1 | 0.5% | |
| -0.08954246334 | 1 | 0.5% | |
| Other values (186) | 186 | 93.0% | |
| (Missing) | 2 | 1.0% |
| Value | Count | Frequency (%) | |
| -0.8433017694 | 1 | 0.5% | |
| -0.8348811135 | 1 | 0.5% | |
| -0.8336006961 | 1 | 0.5% | |
| -0.833488591 | 1 | 0.5% | |
| -0.8332552667 | 1 | 0.5% |
| Value | Count | Frequency (%) | |
| 0.7948672307 | 1 | 0.5% | |
| 0.7744211731 | 1 | 0.5% | |
| 0.7723271534 | 1 | 0.5% | |
| 0.7362528353 | 1 | 0.5% | |
| 0.7321431007 | 1 | 0.5% |
| Distinct | 26 |
|---|---|
| Distinct (%) | 13.1% |
| Missing | 2 |
| Missing (%) | 1.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -0.4961992795 |
|---|---|
| Minimum | -1.054097199 |
| Maximum | 0.2428309472 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 1.6 KiB |
Quantile statistics
| Minimum | -1.054097199 |
|---|---|
| 5-th percentile | -1.054097199 |
| Q1 | -0.8409570894 |
| median | -0.684448982 |
| Q3 | -0.04519978609 |
| 95-th percentile | 0.2428309472 |
| Maximum | 0.2428309472 |
| Range | 1.296928146 |
| Interquartile range (IQR) | 0.7957573033 |
Descriptive statistics
| Standard deviation | 0.4353962059 |
|---|---|
| Coefficient of variation (CV) | -0.8774623905 |
| Kurtosis | -1.246147642 |
| Mean | -0.4961992795 |
| Median Absolute Deviation (MAD) | 0.3676736006 |
| Skewness | 0.2431794362 |
| Sum | -98.24745733 |
| Variance | 0.1895698561 |
| Monotocity | Not monotonic |
Histogram with fixed size bins (bins=26)
| Value | Count | Frequency (%) | |
| -1.052122583 | 13 | 6.5% | |
| -0.6969548868 | 13 | 6.5% | |
| -0.3040061945 | 13 | 6.5% | |
| 0.1238273901 | 13 | 6.5% | |
| -0.007813712853 | 13 | 6.5% | |
| -1.038300267 | 12 | 6.0% | |
| -0.7542187666 | 12 | 6.0% | |
| -0.684448982 | 12 | 6.0% | |
| -0.6949802703 | 12 | 6.0% | |
| -0.2858397223 | 12 | 6.0% | |
| Other values (16) | 73 | 36.5% |
| Value | Count | Frequency (%) | |
| -1.054097199 | 11 | 5.5% | |
| -1.052122583 | 13 | 6.5% | |
| -1.038300267 | 12 | 6.0% | |
| -1.021450206 | 12 | 6.0% | |
| -0.992489163 | 1 | 0.5% |
| Value | Count | Frequency (%) | |
| 0.2428309472 | 12 | 6.0% | |
| 0.1238273901 | 13 | 6.5% | |
| 0.1093468688 | 12 | 6.0% | |
| -0.007813712853 | 13 | 6.5% | |
| -0.1573580058 | 1 | 0.5% |
| Distinct | 181 |
|---|---|
| Distinct (%) | 91.4% |
| Missing | 2 |
| Missing (%) | 1.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.2926706999 |
|---|---|
| Minimum | -0.7979503122 |
| Maximum | 2.999371288 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 1.6 KiB |
Quantile statistics
| Minimum | -0.7979503122 |
|---|---|
| 5-th percentile | -0.7485743975 |
| Q1 | -0.5263065983 |
| median | -0.100972989 |
| Q3 | 0.6063935776 |
| 95-th percentile | 2.999371288 |
| Maximum | 2.999371288 |
| Range | 3.7973216 |
| Interquartile range (IQR) | 1.132700176 |
Descriptive statistics
| Standard deviation | 1.125205429 |
|---|---|
| Coefficient of variation (CV) | 3.844612492 |
| Kurtosis | 0.5880756378 |
| Mean | 0.2926706999 |
| Median Absolute Deviation (MAD) | 0.4836810884 |
| Skewness | 1.308332873 |
| Sum | 57.94879858 |
| Variance | 1.266087257 |
| Monotocity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) | |
| 2.999371288 | 17 | 8.5% | |
| 2.152186692 | 2 | 1.0% | |
| -0.3741591607 | 1 | 0.5% | |
| 0.05794696907 | 1 | 0.5% | |
| -0.03478901738 | 1 | 0.5% | |
| -0.687962268 | 1 | 0.5% | |
| -0.7055295346 | 1 | 0.5% | |
| 0.1833929786 | 1 | 0.5% | |
| 1.487602051 | 1 | 0.5% | |
| -0.1154300334 | 1 | 0.5% | |
| Other values (171) | 171 | 85.5% | |
| (Missing) | 2 | 1.0% |
| Value | Count | Frequency (%) | |
| -0.7979503122 | 1 | 0.5% | |
| -0.797945335 | 1 | 0.5% | |
| -0.7935074141 | 1 | 0.5% | |
| -0.7740333537 | 1 | 0.5% | |
| -0.7640056037 | 1 | 0.5% |
| Value | Count | Frequency (%) | |
| 2.999371288 | 17 | 8.5% | |
| 2.458980596 | 1 | 0.5% | |
| 2.366969359 | 1 | 0.5% | |
| 2.157784126 | 1 | 0.5% | |
| 2.152186692 | 2 | 1.0% |
| Distinct | 196 |
|---|---|
| Distinct (%) | 99.0% |
| Missing | 2 |
| Missing (%) | 1.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.1180671681 |
|---|---|
| Minimum | -2.848572044 |
| Maximum | 2.691846373 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 1.6 KiB |
Quantile statistics
| Minimum | -2.848572044 |
|---|---|
| 5-th percentile | -1.901782382 |
| Q1 | -0.4480791811 |
| median | 0.1816867671 |
| Q3 | 0.6720140372 |
| 95-th percentile | 1.899906337 |
| Maximum | 2.691846373 |
| Range | 5.540418417 |
| Interquartile range (IQR) | 1.120093218 |
Descriptive statistics
| Standard deviation | 1.058291991 |
|---|---|
| Coefficient of variation (CV) | 8.963474 |
| Kurtosis | 0.4718476234 |
| Mean | 0.1180671681 |
| Median Absolute Deviation (MAD) | 0.5575586721 |
| Skewness | -0.3422347995 |
| Sum | 23.37729928 |
| Variance | 1.119981939 |
| Monotocity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) | |
| 1.109358851 | 2 | 1.0% | |
| 1.812486345 | 2 | 1.0% | |
| -0.3608088444 | 1 | 0.5% | |
| 1.058085731 | 1 | 0.5% | |
| 0.4744595212 | 1 | 0.5% | |
| -0.7060275335 | 1 | 0.5% | |
| -0.641241091 | 1 | 0.5% | |
| 0.2960553369 | 1 | 0.5% | |
| 1.062312684 | 1 | 0.5% | |
| 0.5622966175 | 1 | 0.5% | |
| Other values (186) | 186 | 93.0% | |
| (Missing) | 2 | 1.0% |
| Value | Count | Frequency (%) | |
| -2.848572044 | 1 | 0.5% | |
| -2.751210072 | 1 | 0.5% | |
| -2.581115285 | 1 | 0.5% | |
| -2.512231779 | 1 | 0.5% | |
| -2.469596778 | 1 | 0.5% |
| Value | Count | Frequency (%) | |
| 2.691846373 | 1 | 0.5% | |
| 2.499278449 | 1 | 0.5% | |
| 2.291467081 | 1 | 0.5% | |
| 2.269229688 | 1 | 0.5% | |
| 2.241694805 | 1 | 0.5% |
| Distinct | 26 |
|---|---|
| Distinct (%) | 13.1% |
| Missing | 2 |
| Missing (%) | 1.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -0.0582831862 |
|---|---|
| Minimum | -1.656739778 |
| Maximum | 1.255993047 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 1.6 KiB |
Quantile statistics
| Minimum | -1.656739778 |
|---|---|
| 5-th percentile | -1.656739778 |
| Q1 | -0.643507077 |
| median | -0.08713222998 |
| Q3 | 0.556155474 |
| 95-th percentile | 1.255993047 |
| Maximum | 1.255993047 |
| Range | 2.912732825 |
| Interquartile range (IQR) | 1.199662551 |
Descriptive statistics
| Standard deviation | 0.7639137302 |
|---|---|
| Coefficient of variation (CV) | -13.10693152 |
| Kurtosis | -0.4819269641 |
| Mean | -0.0582831862 |
| Median Absolute Deviation (MAD) | 0.556374847 |
| Skewness | -0.0430312213 |
| Sum | -11.54007087 |
| Variance | 0.5835641872 |
| Monotocity | Not monotonic |
Histogram with fixed size bins (bins=26)
| Value | Count | Frequency (%) | |
| -0.9739910697 | 13 | 6.5% | |
| 0.556155474 | 13 | 6.5% | |
| 1.255993047 | 13 | 6.5% | |
| 0.1876779571 | 13 | 6.5% | |
| -0.643507077 | 13 | 6.5% | |
| 0.0550708916 | 12 | 6.0% | |
| 0.04434183859 | 12 | 6.0% | |
| -0.7817862558 | 12 | 6.0% | |
| -0.08713222998 | 12 | 6.0% | |
| 0.7494322841 | 12 | 6.0% | |
| Other values (16) | 73 | 36.5% |
| Value | Count | Frequency (%) | |
| -1.656739778 | 12 | 6.0% | |
| -0.9739910697 | 13 | 6.5% | |
| -0.7817862558 | 12 | 6.0% | |
| -0.7023909391 | 1 | 0.5% | |
| -0.643507077 | 13 | 6.5% |
| Value | Count | Frequency (%) | |
| 1.255993047 | 13 | 6.5% | |
| 1.098600671 | 12 | 6.0% | |
| 1.041811187 | 4 | 2.0% | |
| 0.8589194094 | 1 | 0.5% | |
| 0.7494322841 | 12 | 6.0% |
| Distinct | 194 |
|---|---|
| Distinct (%) | 98.0% |
| Missing | 2 |
| Missing (%) | 1.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.118795039 |
|---|---|
| Minimum | -0.8944611524 |
| Maximum | 3.614485608 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 1.6 KiB |
Quantile statistics
| Minimum | -0.8944611524 |
|---|---|
| 5-th percentile | -0.7902017633 |
| Q1 | -0.5763043958 |
| median | -0.1658641626 |
| Q3 | 0.4046977117 |
| 95-th percentile | 2.223313856 |
| Maximum | 3.614485608 |
| Range | 4.50894676 |
| Interquartile range (IQR) | 0.9810021076 |
Descriptive statistics
| Standard deviation | 0.9851021978 |
|---|---|
| Coefficient of variation (CV) | 8.292452329 |
| Kurtosis | 3.309890964 |
| Mean | 0.118795039 |
| Median Absolute Deviation (MAD) | 0.4562191389 |
| Skewness | 1.806551218 |
| Sum | 23.52141772 |
| Variance | 0.9704263401 |
| Monotocity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) | |
| 3.614485608 | 5 | 2.5% | |
| 0.1134282016 | 1 | 0.5% | |
| -0.5212127264 | 1 | 0.5% | |
| -0.6309173456 | 1 | 0.5% | |
| -0.07299453703 | 1 | 0.5% | |
| -0.8164459935 | 1 | 0.5% | |
| -0.8340169669 | 1 | 0.5% | |
| 1.527866363 | 1 | 0.5% | |
| 0.16514783 | 1 | 0.5% | |
| 2.51920982 | 1 | 0.5% | |
| Other values (184) | 184 | 92.0% | |
| (Missing) | 2 | 1.0% |
| Value | Count | Frequency (%) | |
| -0.8944611524 | 1 | 0.5% | |
| -0.8890693458 | 1 | 0.5% | |
| -0.852665515 | 1 | 0.5% | |
| -0.8340169669 | 1 | 0.5% | |
| -0.8246248491 | 1 | 0.5% |
| Value | Count | Frequency (%) | |
| 3.614485608 | 5 | 2.5% | |
| 3.355007858 | 1 | 0.5% | |
| 2.967571616 | 1 | 0.5% | |
| 2.582427657 | 1 | 0.5% | |
| 2.51920982 | 1 | 0.5% |
| Distinct | 196 |
|---|---|
| Distinct (%) | 99.0% |
| Missing | 2 |
| Missing (%) | 1.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -0.08401223169 |
|---|---|
| Minimum | -1.001059333 |
| Maximum | 2.622952506 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 1.6 KiB |
Quantile statistics
| Minimum | -1.001059333 |
|---|---|
| 5-th percentile | -0.9088418695 |
| Q1 | -0.5903304755 |
| median | -0.2212133881 |
| Q3 | 0.3492463601 |
| 95-th percentile | 1.236884384 |
| Maximum | 2.622952506 |
| Range | 3.624011838 |
| Interquartile range (IQR) | 0.9395768356 |
Descriptive statistics
| Standard deviation | 0.6721462759 |
|---|---|
| Coefficient of variation (CV) | -8.000576373 |
| Kurtosis | 1.239036014 |
| Mean | -0.08401223169 |
| Median Absolute Deviation (MAD) | 0.4705798996 |
| Skewness | 1.063742117 |
| Sum | -16.63442187 |
| Variance | 0.4517806162 |
| Monotocity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) | |
| 0.5014810503 | 2 | 1.0% | |
| -0.2975446493 | 2 | 1.0% | |
| -0.7008373276 | 1 | 0.5% | |
| 1.573073291 | 1 | 0.5% | |
| 1.090959226 | 1 | 0.5% | |
| -0.07067848236 | 1 | 0.5% | |
| 2.622952506 | 1 | 0.5% | |
| -0.7143492426 | 1 | 0.5% | |
| -0.8814598289 | 1 | 0.5% | |
| -0.7235464573 | 1 | 0.5% | |
| Other values (186) | 186 | 93.0% | |
| (Missing) | 2 | 1.0% |
| Value | Count | Frequency (%) | |
| -1.001059333 | 1 | 0.5% | |
| -0.9871885195 | 1 | 0.5% | |
| -0.9826569024 | 1 | 0.5% | |
| -0.9762430876 | 1 | 0.5% | |
| -0.9712300583 | 1 | 0.5% |
| Value | Count | Frequency (%) | |
| 2.622952506 | 1 | 0.5% | |
| 2.071637639 | 1 | 0.5% | |
| 1.93182355 | 1 | 0.5% | |
| 1.577467697 | 1 | 0.5% | |
| 1.573073291 | 1 | 0.5% |
| Distinct | 22 |
|---|---|
| Distinct (%) | 11.1% |
| Missing | 2 |
| Missing (%) | 1.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.4825840176 |
|---|---|
| Minimum | -0.7695906706 |
| Maximum | 3.982696365 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 1.6 KiB |
Quantile statistics
| Minimum | -0.7695906706 |
|---|---|
| 5-th percentile | -0.7695906706 |
| Q1 | -0.4883745934 |
| median | -0.08510969522 |
| Q3 | 0.6904777086 |
| 95-th percentile | 3.982696365 |
| Maximum | 3.982696365 |
| Range | 4.752287036 |
| Interquartile range (IQR) | 1.178852302 |
Descriptive statistics
| Standard deviation | 1.489356881 |
|---|---|
| Coefficient of variation (CV) | 3.08621261 |
| Kurtosis | 1.385626993 |
| Mean | 0.4825840176 |
| Median Absolute Deviation (MAD) | 0.5922053026 |
| Skewness | 1.632497492 |
| Sum | 95.55163548 |
| Variance | 2.218183918 |
| Monotocity | Not monotonic |
Histogram with fixed size bins (bins=22)
| Value | Count | Frequency (%) | |
| 3.982696365 | 27 | 13.5% | |
| -0.6807064819 | 13 | 6.5% | |
| -0.4632392219 | 13 | 6.5% | |
| 0.3493219822 | 13 | 6.5% | |
| 0.9084721424 | 13 | 6.5% | |
| -0.4278996601 | 13 | 6.5% | |
| 0.5070956074 | 13 | 6.5% | |
| -0.08510969522 | 12 | 6.0% | |
| -0.4883745934 | 12 | 6.0% | |
| -0.3518109233 | 12 | 6.0% | |
| Other values (12) | 57 | 28.5% |
| Value | Count | Frequency (%) | |
| -0.7695906706 | 11 | 5.5% | |
| -0.7227213244 | 1 | 0.5% | |
| -0.6807064819 | 13 | 6.5% | |
| -0.6220739531 | 12 | 6.0% | |
| -0.5966804017 | 4 | 2.0% |
| Value | Count | Frequency (%) | |
| 3.982696365 | 27 | 13.5% | |
| 0.9084721424 | 13 | 6.5% | |
| 0.6904777086 | 11 | 5.5% | |
| 0.6904777086 | 2 | 1.0% | |
| 0.5725543597 | 11 | 5.5% |
| Distinct | 191 |
|---|---|
| Distinct (%) | 96.5% |
| Missing | 2 |
| Missing (%) | 1.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -0.1980761927 |
|---|---|
| Minimum | -1.652795634 |
| Maximum | 1.604264254 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 1.6 KiB |
Quantile statistics
| Minimum | -1.652795634 |
|---|---|
| 5-th percentile | -1.372736406 |
| Q1 | -0.6872341195 |
| median | -0.327062638 |
| Q3 | 0.2217732269 |
| 95-th percentile | 1.251707994 |
| Maximum | 1.604264254 |
| Range | 3.257059888 |
| Interquartile range (IQR) | 0.9090073464 |
Descriptive statistics
| Standard deviation | 0.6958859429 |
|---|---|
| Coefficient of variation (CV) | -3.513223539 |
| Kurtosis | 0.297740018 |
| Mean | -0.1980761927 |
| Median Absolute Deviation (MAD) | 0.4884854841 |
| Skewness | 0.4068793787 |
| Sum | -39.21908616 |
| Variance | 0.4842572455 |
| Monotocity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) | |
| 1.50911336 | 2 | 1.0% | |
| -0.6899149956 | 2 | 1.0% | |
| 1.604264254 | 2 | 1.0% | |
| -0.5002507899 | 2 | 1.0% | |
| -0.3817351225 | 2 | 1.0% | |
| -0.5249932604 | 2 | 1.0% | |
| 0.09417991388 | 2 | 1.0% | |
| -1.5616474 | 1 | 0.5% | |
| -1.062033578 | 1 | 0.5% | |
| -0.5016780101 | 1 | 0.5% | |
| Other values (181) | 181 | 90.5% | |
| (Missing) | 2 | 1.0% |
| Value | Count | Frequency (%) | |
| -1.652795634 | 1 | 0.5% | |
| -1.573955612 | 1 | 0.5% | |
| -1.5616474 | 1 | 0.5% | |
| -1.559445022 | 1 | 0.5% | |
| -1.542205351 | 1 | 0.5% |
| Value | Count | Frequency (%) | |
| 1.604264254 | 2 | 1.0% | |
| 1.537214284 | 1 | 0.5% | |
| 1.513083663 | 1 | 0.5% | |
| 1.50911336 | 2 | 1.0% | |
| 1.497289074 | 1 | 0.5% |
| Distinct | 196 |
|---|---|
| Distinct (%) | 99.0% |
| Missing | 2 |
| Missing (%) | 1.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.4126536343 |
|---|---|
| Minimum | -0.9557015091 |
| Maximum | 2.497548154 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 1.6 KiB |
Quantile statistics
| Minimum | -0.9557015091 |
|---|---|
| 5-th percentile | -0.9097148365 |
| Q1 | -0.6241039141 |
| median | 0.2624818494 |
| Q3 | 1.220540182 |
| 95-th percentile | 2.14805531 |
| Maximum | 2.497548154 |
| Range | 3.453249663 |
| Interquartile range (IQR) | 1.844644097 |
Descriptive statistics
| Standard deviation | 1.037002778 |
|---|---|
| Coefficient of variation (CV) | 2.513010166 |
| Kurtosis | -1.121444716 |
| Mean | 0.4126536343 |
| Median Absolute Deviation (MAD) | 0.8898857308 |
| Skewness | 0.3917153171 |
| Sum | 81.70541958 |
| Variance | 1.075374761 |
| Monotocity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) | |
| 1.861506965 | 2 | 1.0% | |
| 2.091127836 | 2 | 1.0% | |
| -0.7363373292 | 1 | 0.5% | |
| 0.2297717837 | 1 | 0.5% | |
| 0.2259951159 | 1 | 0.5% | |
| -0.005691547043 | 1 | 0.5% | |
| -0.2019492646 | 1 | 0.5% | |
| -0.8677016682 | 1 | 0.5% | |
| -0.6202643464 | 1 | 0.5% | |
| 1.615758571 | 1 | 0.5% | |
| Other values (186) | 186 | 93.0% | |
| (Missing) | 2 | 1.0% |
| Value | Count | Frequency (%) | |
| -0.9557015091 | 1 | 0.5% | |
| -0.9525559811 | 1 | 0.5% | |
| -0.952373973 | 1 | 0.5% | |
| -0.9449003996 | 1 | 0.5% | |
| -0.9418576526 | 1 | 0.5% |
| Value | Count | Frequency (%) | |
| 2.497548154 | 1 | 0.5% | |
| 2.497310473 | 1 | 0.5% | |
| 2.488862086 | 1 | 0.5% | |
| 2.369853955 | 1 | 0.5% | |
| 2.369511887 | 1 | 0.5% |
| Distinct | 192 |
|---|---|
| Distinct (%) | 97.0% |
| Missing | 2 |
| Missing (%) | 1.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -0.275570381 |
|---|---|
| Minimum | -1.784026809 |
| Maximum | 1.24609317 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 1.6 KiB |
Quantile statistics
| Minimum | -1.784026809 |
|---|---|
| 5-th percentile | -1.382361948 |
| Q1 | -0.8025299879 |
| median | -0.3624542368 |
| Q3 | 0.2675511385 |
| 95-th percentile | 0.9949649674 |
| Maximum | 1.24609317 |
| Range | 3.030119979 |
| Interquartile range (IQR) | 1.070081126 |
Descriptive statistics
| Standard deviation | 0.7187607458 |
|---|---|
| Coefficient of variation (CV) | -2.608265602 |
| Kurtosis | -0.5914787174 |
| Mean | -0.275570381 |
| Median Absolute Deviation (MAD) | 0.4892019542 |
| Skewness | 0.1435327406 |
| Sum | -54.56293545 |
| Variance | 0.5166170097 |
| Monotocity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) | |
| 0.6091776 | 2 | 1.0% | |
| -0.8895174637 | 2 | 1.0% | |
| 0.996642246 | 2 | 1.0% | |
| 1.173219604 | 2 | 1.0% | |
| -0.4815245897 | 2 | 1.0% | |
| -1.619149834 | 2 | 1.0% | |
| -0.2774574343 | 1 | 0.5% | |
| -0.7578703986 | 1 | 0.5% | |
| -1.130972018 | 1 | 0.5% | |
| 0.3472281621 | 1 | 0.5% | |
| Other values (182) | 182 | 91.0% | |
| (Missing) | 2 | 1.0% |
| Value | Count | Frequency (%) | |
| -1.784026809 | 1 | 0.5% | |
| -1.778016049 | 1 | 0.5% | |
| -1.753379841 | 1 | 0.5% | |
| -1.749178947 | 1 | 0.5% | |
| -1.619149834 | 2 | 1.0% |
| Value | Count | Frequency (%) | |
| 1.24609317 | 1 | 0.5% | |
| 1.212715484 | 1 | 0.5% | |
| 1.196221453 | 1 | 0.5% | |
| 1.173219604 | 2 | 1.0% | |
| 1.068750598 | 1 | 0.5% |
Pearson's r
The Pearson's correlation coefficient (r) is a measure of linear correlation between two variables. It's value lies between -1 and +1, -1 indicating total negative linear correlation, 0 indicating no linear correlation and 1 indicating total positive linear correlation. Furthermore, r is invariant under separate changes in location and scale of the two variables, implying that for a linear function the angle to the x-axis does not affect r.To calculate r for two variables X and Y, one divides the covariance of X and Y by the product of their standard deviations.
Spearman's ρ
The Spearman's rank correlation coefficient (ρ) is a measure of monotonic correlation between two variables, and is therefore better in catching nonlinear monotonic correlations than Pearson's r. It's value lies between -1 and +1, -1 indicating total negative monotonic correlation, 0 indicating no monotonic correlation and 1 indicating total positive monotonic correlation.To calculate ρ for two variables X and Y, one divides the covariance of the rank variables of X and Y by the product of their standard deviations.
Kendall's τ
Similarly to Spearman's rank correlation coefficient, the Kendall rank correlation coefficient (τ) measures ordinal association between two variables. It's value lies between -1 and +1, -1 indicating total negative correlation, 0 indicating no correlation and 1 indicating total positive correlation.To calculate τ for two variables X and Y, one determines the number of concordant and discordant pairs of observations. τ is given by the number of concordant pairs minus the discordant pairs divided by the total number of pairs.
Phik (φk)
Phik (φk) is a new and practical correlation coefficient that works consistently between categorical, ordinal and interval variables, captures non-linear dependency and reverts to the Pearson correlation coefficient in case of a bivariate normal input distribution. There is extensive documentation available here.First rows
| date | turnover_vol_20d_max | VSTD_6d_min | current_ratio | TO_20d_min | turnover_vol_100d_min | assets_turn | VSTD_6d_max | PPReversal_20_min | n_cashflow_act | turnover_vol_5d_min | DAVOL5_min | opincome_of_ebt | NCFP_min | TO_100d_min | BP_LF_min | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 2013-10-06 | -0.354529 | 1.196680 | -0.441261 | -0.176188 | -0.291996 | -0.157358 | 0.051036 | 0.689746 | 0.858919 | 2.216929 | 0.344705 | -0.064393 | 1.227866 | 0.168289 | 0.454233 |
| 1 | 2013-10-13 | -0.322918 | -0.160803 | -0.476521 | -0.180896 | -0.322527 | 0.242831 | 0.020506 | 0.643220 | 1.098601 | 0.094927 | 0.136002 | -0.351811 | 1.223516 | 0.178777 | 0.466642 |
| 2 | 2013-10-20 | -0.288417 | -0.368445 | -0.476521 | -0.163815 | -0.346184 | 0.242831 | -0.489414 | 0.505721 | 1.098601 | -0.211482 | -0.406105 | -0.351811 | 1.244664 | 0.207023 | 0.505888 |
| 3 | 2013-10-27 | -0.283136 | -0.520124 | -0.476521 | -0.197837 | -0.498051 | 0.242831 | -0.663327 | 0.396481 | 1.098601 | -0.419145 | -0.537721 | -0.351811 | 1.291622 | 0.056866 | 0.593030 |
| 4 | 2013-11-03 | -0.248043 | -0.621366 | -0.476521 | -0.395899 | -0.490262 | 0.242831 | -0.668524 | 0.130822 | 1.098601 | -0.528168 | -0.845137 | -0.351811 | 1.497289 | -0.005692 | 0.974699 |
| 5 | 2013-11-10 | -0.515703 | -0.764025 | -0.476521 | -0.614490 | -0.478486 | 0.242831 | -0.714226 | -0.246287 | 1.098601 | -0.762320 | -0.971230 | -0.351811 | 1.513084 | -0.087355 | 1.004010 |
| 6 | 2013-11-17 | -0.743216 | -0.687390 | -0.476521 | -0.727739 | -0.459807 | 0.242831 | -0.753946 | -0.600759 | 1.098601 | -0.623085 | -1.001059 | -0.351811 | 1.604264 | -0.144822 | 1.173220 |
| 7 | 2013-11-24 | -0.796577 | -0.692775 | -0.476521 | -0.794200 | -0.448680 | 0.242831 | -0.764006 | -0.748109 | 1.098601 | -0.632697 | -0.907514 | -0.351811 | 1.493376 | -0.208153 | 0.967438 |
| 8 | 2013-12-01 | -0.853669 | -0.723013 | -0.476521 | -0.799913 | -0.466755 | 0.242831 | -0.762483 | -0.748365 | 1.098601 | -0.708266 | -0.768725 | -0.351811 | 1.509113 | -0.283764 | 0.996642 |
| 9 | 2013-12-08 | -0.857891 | -0.686717 | -0.476521 | -0.807012 | -0.477748 | 0.242831 | -0.729887 | -0.624211 | 1.098601 | -0.612236 | -0.852548 | -0.351811 | 1.537214 | -0.360415 | 1.048791 |
Last rows
| date | turnover_vol_20d_max | VSTD_6d_min | current_ratio | TO_20d_min | turnover_vol_100d_min | assets_turn | VSTD_6d_max | PPReversal_20_min | n_cashflow_act | turnover_vol_5d_min | DAVOL5_min | opincome_of_ebt | NCFP_min | TO_100d_min | BP_LF_min | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 190 | 2017-05-28 | -0.759860 | -0.783988 | -0.692588 | -0.813412 | -0.828306 | -0.696955 | -0.396413 | -1.084694 | 0.556155 | -0.889069 | -0.585858 | -0.680706 | 0.313519 | -0.921430 | 0.035999 |
| 191 | 2017-06-04 | -0.736527 | -0.052180 | -0.692588 | -0.751755 | -0.820862 | -0.696955 | -0.360318 | -0.867406 | 0.556155 | -0.129429 | 0.223291 | -0.680706 | 0.296261 | -0.908803 | -0.018361 |
| 192 | 2017-06-11 | -0.734977 | -0.248809 | -0.692588 | -0.783900 | -0.823218 | -0.696955 | -0.520301 | -0.766292 | 0.556155 | -0.340146 | 0.035970 | -0.680706 | 0.281792 | -0.914880 | -0.063935 |
| 193 | 2017-06-18 | -0.733937 | -0.790437 | -0.692588 | -0.795377 | -0.843302 | -0.696955 | -0.544729 | -0.531059 | 0.556155 | -0.894461 | -0.466629 | -0.680706 | 0.295132 | -0.952374 | -0.021916 |
| 194 | 2017-06-25 | -0.646792 | 0.303821 | -0.692588 | -0.748365 | -0.832684 | -0.696955 | -0.212443 | -0.292960 | 0.556155 | 0.186466 | 0.093221 | -0.680706 | 0.263521 | -0.944900 | -0.121489 |
| 195 | 2017-07-02 | -0.700936 | -0.683952 | -0.692588 | -0.793047 | -0.833489 | -0.696955 | -0.690106 | 0.006138 | 0.556155 | -0.786609 | -0.363788 | -0.680706 | 0.269888 | -0.941140 | -0.101433 |
| 196 | 2017-07-09 | -0.704476 | -0.386691 | -0.756547 | -0.789245 | -0.834881 | -0.422746 | -0.551841 | 0.187441 | 1.041811 | -0.500418 | -0.332105 | -0.596680 | 0.640778 | -0.936753 | -0.074485 |
| 197 | 2017-07-16 | -0.715600 | -0.652882 | -0.756547 | -0.784917 | -0.833255 | -0.422746 | -0.608910 | 0.335051 | 1.041811 | -0.754597 | -0.178711 | -0.596680 | 0.649679 | -0.941858 | -0.054267 |
| 198 | 2017-07-23 | -0.836321 | -0.379001 | -0.756547 | -0.830048 | -0.833601 | -0.422746 | -0.639701 | 0.296055 | 1.041811 | -0.442337 | -0.096974 | -0.596680 | 0.718870 | -0.952556 | 0.102905 |
| 199 | 2017-07-30 | -0.847037 | -0.700613 | -0.756547 | -0.842643 | -0.832192 | -0.422746 | -0.774033 | 0.179987 | 1.041811 | -0.804742 | -0.324637 | -0.596680 | 0.699284 | -0.955702 | 0.058415 |